RPM Evolving CTA Fund

OpinioPro Selection
By December 9, 2019 11:27

RPM Evolving CTA Fund

Monthly Comments 

WHY CTAs

Investors’ three main arguments for investing with CTAs are:

Absolute Returns Since the turn of the millennium, CTAs (Société Générale CTA Index) have performed in line with global equities (MSCI World Total Return Gross) but at a significantly lower volatility.

Diversification

CTAs’ return stream stems from trading a wide array of markets, both on the long and short side. This makes them conditionally correlated (positively and negatively) to equities and traditional equity/bond portfolios over the business cycle and uncorrelated over longer time frames.

Tail risk protection

During all major equity downturns, CTAs have produced strong Crisis Alpha returns and, thus, served as an effective hedge to traditional investments and most hedge fund strategies.

OpinioPro Selection
By December 9, 2019 11:27

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